+11,041.0%
FIX vs URA
-51.1%
+11,092.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -1.1% | -14.0% | -14.6% |
| 7D | -18.9% | -10.5% | -8.4% | -14.6% |
| 30D | -36.3% | -18.6% | -17.7% | -29.8% |
| 3M | -38.5% | -23.0% | -15.5% | -31.1% |
| 6M | -42.3% | -40.3% | -2.0% | -27.7% |
| YTD | +17.1% | -23.5% | +40.6% | +31.4% |
| 1Y | +14.4% | -31.1% | +45.5% | +34.3% |
| 3Y | +486.7% | +38.3% | +448.3% | +407.4% |
| 5Y | +1,083.7% | +34.6% | +1,049.1% | +882.6% |
| 10Y | +3,932.4% | +285.4% | +3,647.0% | +1,784.8% |
| All | +11,041.0% | -51.1% | +11,092.1% | +11,655.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling